+119.2%
AVAV vs ALC
+24.0%
+95.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.8% |
| 7D | -2.2% | -2.1% | -0.1% | -1.4% |
| 30D | -13.9% | -0.1% | -13.8% | -13.8% |
| 3M | -29.2% | +5.9% | -35.1% | -30.9% |
| 6M | -36.1% | -15.9% | -20.2% | -31.9% |
| YTD | -40.2% | -10.1% | -30.1% | -38.0% |
| 1Y | -36.2% | -10.2% | -26.0% | -34.2% |
| 3Y | +47.5% | -13.6% | +61.1% | +51.8% |
| 5Y | +39.3% | -15.1% | +54.4% | +39.8% |
| All | +119.2% | +24.0% | +95.2% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling